Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47563.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46165.35 Kr¶

PnL: ---------------------------------------> -723.22 Kr¶

DD now: ---------------------------------> -2.193 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:30:00.013250'

Anic Portfolio¶

Today¶

Return: 0.076 %¶

This Week¶

Return: 0.076 %¶

Total¶

Return: 55.71 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.590000 767.600000 94.600000 14.060000 673.000000
Nordea Bank Abp 29 0.360000 3527.560000 73.560000 2.130000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.600000 389.600000 34.600000 9.750000 355.000000
SAAB B 8 -0.330000 3408.800000 31.800000 0.940000 3377.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
Swedbank A 3 -0.130000 588.600000 24.600000 4.360000 564.000000
OEM International B 7 -0.510000 544.600000 16.600000 3.140000 527.999997
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -4.280000 587.350000 10.350000 1.790000 576.999999
Securitas B 6 -1.490000 579.240000 9.240000 1.620000 570.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Boozt 12 -1.580000 1644.000000 -10.000000 -0.600000 1653.999996
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 1.240000 541.000000 -33.000000 -5.750000 574.000000
CTEK 13 -1.760000 500.630000 -33.370000 -6.250000 533.999999
Vivesto 1368 2.320000 566.900000 -46.100000 -7.520000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
OX2 18 1.870000 1472.400000 -191.600000 -11.510000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 0.000000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46165.350000 -723.220000 -2.19314% 46888.564618

Updated:¶

'2023-01-30 10:30:12.689738'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶